Showing 1 - 10 of 63
Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....
Persistent link: https://www.econbiz.de/10011890082
Persistent link: https://www.econbiz.de/10000861490
Persistent link: https://www.econbiz.de/10003638355
Persistent link: https://www.econbiz.de/10003640602
Persistent link: https://www.econbiz.de/10003331354
Persistent link: https://www.econbiz.de/10003833127
Persistent link: https://www.econbiz.de/10003885301
Persistent link: https://www.econbiz.de/10003454985
Persistent link: https://www.econbiz.de/10008827017
Persistent link: https://www.econbiz.de/10003614323